Press Dash and then Jump soon after. The result is a quick horizontal movement added to a normal jump, thus creating a "long jump" effect. You can also press them at the same time to get the same effect, however you won't have that initial horizontal distance covered on the ground (it usually won't matter, but sometimes you'll do it one way versus the other).

Simply move towards a wall and jump. If you hold the direction while holding onto the wall, you'll slide down it. While sliding on a wall, just jump (keep holding the direction on the D-Pad) and you'll automatically return to the wall at a higher position.

This is an easy, yet very useful technique to get to some tricky places or to get past enemies. While scaling a wall, simply press Jump and Dash at the same time and the direction you'd like to go in; this will cause X/Zero to do a very large jump in that direction.